vignettes/TenK.R

In JasperHG90/TenK: Retrieve full text reports or business descriptions from SEC 10-K reports

## ---- eval=FALSE---------------------------------------------------------
#  # Install if not present
#  if(!require(devtools)) install.packages("devtools")
#  # Load
#  library(devtools)
#  # Install TenK from github
#  install_github("JasperHG90/TenK")

## ---- eval=FALSE---------------------------------------------------------
#  library(TenK)

## ---- eval=FALSE---------------------------------------------------------
#  data("filings10K2013") # Exchange 2013 for 2014, 2015 or 2016 for later years.
#  dim(filings10K2013)

## ---- eval=FALSE---------------------------------------------------------
#  # Retrieve business description
#  res <- TenK_process(filings10K2013$ftp_url[1], retrieve = "BD")
#  # Print
#  print(names(res))

## ---- eval=FALSE---------------------------------------------------------
#  # Retrieve business description
#  res2 <- TenK_process(res$htm10kurl, retrieve = "BD")
#  # Print
#  print(names(res2))

## ---- eval=FALSE---------------------------------------------------------
#  # Retrieve business description - select metadata fields
#  res_select <- TenK_process(filings10K2013$ftp_url[1],
#                             meta_list = list("filing_date" = 1,
#                                              "date_accepted" = 1,
#                                              "htm10kinfo" = 1),
#                             retrieve = "BD")
#  print(names(res_select))

## ---- eval=FALSE---------------------------------------------------------
#  # Retrieve business description without metadata
#  res_no_metadata <- TenK_process(filings10K2013$ftp_url[1], metadata = FALSE)
#  # Print
#  print(names(res_no_metadata))

## ---- eval=FALSE---------------------------------------------------------
#  library(rjson) # Install if you don't have it
#  # Convenience function
#  savetojson <- function(data, path) {
#    # Write
#    g <- toJSON(data)
#    write(g, paste0(path, "/data.json"))
#  }
#  # Run
#  savetojson(res, "/users/jasper/desktop")

## ---- eval=FALSE---------------------------------------------------------
#  library(rjson)
#  res <- fromJSON(file = "/users/jasper/desktop/data.json")

## ---- include=FALSE, results="hide", eval=FALSE--------------------------
#  library(RPostgreSQL)
#  # Open connection
#  db <- dbConnect(PostgreSQL(), user = "Jasper", host = "127.0.0.1")
#  # Drop db
#  dbSendQuery(db, "DROP TABLE IF EXISTS tenk_reports ;")
#  # Disconnect
#  dbDisconnect(db)

## ---- eval=FALSE---------------------------------------------------------
#  # Install if you don't have this package
#  library(RPostgreSQL)
#  # Open connection
#  db <- dbConnect(PostgreSQL(), user = "Jasper", host = "127.0.0.1")
#  # Create table
#  q <- dbSendQuery(db, "CREATE TABLE tenk_reports (
#                          cik integer,
#                          arc bigint,
#                          index_url VARCHAR(150),
#                          company_name VARCHAR(150),
#                          filing_date date,
#                          date_accepted TIMESTAMP,
#                          period_report date,
#                          htm10kurl VARCHAR(150),
#                          htm10kinfo_10K_url VARCHAR(100),
#                          htm10kinfo_type CHAR(4),
#                          htm10kinfo_size integer,
#                          htm10kinfo_extension CHAR(3),
#                          ftpurl VARCHAR(150),
#                          report TEXT
#                        );")

## ---- eval=FALSE---------------------------------------------------------
#  # Add data - easiest way is to convert list to df
#  res_df <- as.data.frame(res, stringsAsFactors = F)
#  # This gives a df with 14 columns and 1 row
#  dim(res_df)
#  # Replace '.' with '_' and lowercase names
#  names(res_df) <- gsub("\\.", "_", names(res_df))
#  names(res_df) <- tolower(names(res_df))
#  # Write
#  dbWriteTable(db, "tenk_reports", res_df, append=T,
#               row.names = F)

## ---- eval=FALSE---------------------------------------------------------
#  dbCheck <- function(conn, URL) {
#    # Query
#    q <- dbSendQuery(db, paste0("SELECT exists (SELECT 1 FROM tenk_reports WHERE htm10kurl = ",
#                                "'",
#                                URL,
#                                "'",
#                                " LIMIT 1);"))
#    # Fetch
#    f <- fetch(q)
#    # Clear result
#    dbClearResult(q)
#    # Return exists
#    return( f$exists )
#  }

## ---- eval=FALSE---------------------------------------------------------
#  # Run check
#  check <- dbCheck(db, res$htm10kurl)
#  # Print
#  print(check)

## ---- eval=FALSE---------------------------------------------------------
#  res_query <- dbReadTable(db, "tenk_reports")
#  # Disconnect
#  dbDisconnect(db)

## ---- eval=FALSE---------------------------------------------------------
#  str(res_query, nchar.max = 10)

## ---- eval=FALSE---------------------------------------------------------
#  library(rmongodb) # install if you don't have it
#  # Details
#  database <- "tenk_reports"
#  col <- "records"
#  ns <- paste0(database,".",col)
#  print(ns)
#  # Create mongo connection
#  m <- mongo.create()

## ---- eval=FALSE---------------------------------------------------------
#  # Insert data
#  mongo.insert(m, ns, res)

## ---- eval=FALSE---------------------------------------------------------
#  recExists <- function(mongo_connection, ns, URL) {
#    # Find
#    q <- mongo.find.all(mongo_connection, ns, query = list("htm10kurl" = URL))
#    # If len >0 , return TRUE, else return FALSE
#    ifelse( length(q) > 0, return(TRUE), return(FALSE))
#  }

## ---- eval=FALSE---------------------------------------------------------
#  ex <- recExists(m, ns, res$htm10kurl)
#  print(ex)

## ---- eval=FALSE---------------------------------------------------------
#  # Find one record
#  res_mongo <- mongo.find.one(m, ns, query = list("htm10kurl" = res$htm10kurl))
#  # Note that the result is a mongo BSON
#  class(res_mongo)
#  # We can turn it into an R list like this
#  res_mongo_list <- mongo.bson.to.list(res_mongo)
#  # We can also query all records at once - note that these get converted to a list immediately
#  res_mongo <- mongo.find.all(m, ns)
#  # Disconnect
#  mongo.destroy(m)

## ---- include=FALSE, results="hide", eval=FALSE--------------------------
#  # Drop mongo collection
#  mongo <- mongo.create()
#  mongo.drop.database(mongo, "tenk_reports")
#  mongo.destroy(mongo)

## ---- eval=FALSE---------------------------------------------------------
#  str(res_mongo, nchar.max = 10)

## ---- eval=FALSE---------------------------------------------------------
#  # Save to Rdata
#  save(results, file="/users/jasper/desktop/results.Rdata")

## ---- eval=FALSE---------------------------------------------------------
#  # Load
#  load(file="/users/jasper/desktop/results.Rdata")